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A fractional cointegration approach to empirical tests of PPP: new evidence and methodological implications from an application to the Taiwan/US dollar relationship

Rumi Masih, Mansur Masih

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Key concepts: Cointegration, Purchasing power parity, Economics, Econometrics, Us dollar, Exchange rate, Liberian dollar, Mean reversion

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A fractional cointegration approach to empirical tests of PPP: new evidence and methodological implications from an application to the Taiwan/US dollar relationship — Research Paper | ScholarLens